Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=18; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 7247 | Ticks modelled | 157588 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1853.08 | Gross profit | 2115.37 | Gross loss | -262.29 |
Profit factor | 8.06 | Expected payoff | 102.95 | ||
Absolute drawdown | 26.86 | Maximal drawdown | 713.65 (6.61%) | Relative drawdown | 6.61% (713.65) |
Total trades | 18 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 14 (77.78%) | Loss trades (% of total) | 4 (22.22%) | ||
Largest | profit trade | 382.12 | loss trade | -149.52 | |
Average | profit trade | 151.10 | loss trade | -65.57 | |
Maximum | consecutive wins (profit in money) | 11 (1410.53) | consecutive losses (loss in money) | 3 (-222.29) | |
Maximal | consecutive profit (count of wins) | 1410.53 (11) | consecutive loss (count of losses) | -222.29 (3) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.03 10:37 | buy | 1 | 0.10 | 1.62846 | 0.00000 | 0.00000 | ||
2 | 2023.03.23 10:20 | close | 1 | 0.10 | 1.68046 | 0.00000 | 0.00000 | 382.12 | 10382.12 |
3 | 2023.03.23 10:20 | sell | 2 | 0.10 | 1.68046 | 0.00000 | 0.00000 | ||
4 | 2023.04.17 11:50 | close | 2 | 0.10 | 1.66196 | 0.00000 | 0.00000 | 129.20 | 10511.32 |
5 | 2023.04.17 11:50 | buy | 3 | 0.10 | 1.66196 | 0.00000 | 0.00000 | ||
6 | 2023.04.25 12:45 | close | 3 | 0.10 | 1.68826 | 0.00000 | 0.00000 | 193.52 | 10704.84 |
7 | 2023.04.25 12:45 | sell | 4 | 0.10 | 1.68826 | 0.00000 | 0.00000 | ||
8 | 2023.05.02 12:45 | close | 4 | 0.10 | 1.69548 | 0.00000 | 0.00000 | -55.67 | 10649.16 |
9 | 2023.05.02 12:45 | buy | 5 | 0.10 | 1.69548 | 0.00000 | 0.00000 | ||
10 | 2023.06.12 10:45 | close | 5 | 0.10 | 1.67592 | 0.00000 | 0.00000 | -149.52 | 10499.64 |
11 | 2023.06.12 10:45 | sell | 6 | 0.10 | 1.67592 | 0.00000 | 0.00000 | ||
12 | 2023.06.26 08:15 | close | 6 | 0.10 | 1.67761 | 0.00000 | 0.00000 | -17.10 | 10482.54 |
13 | 2023.06.26 08:15 | buy | 7 | 0.10 | 1.67761 | 0.00000 | 0.00000 | ||
14 | 2023.06.28 09:37 | close | 7 | 0.10 | 1.67865 | 0.00000 | 0.00000 | 7.45 | 10490.00 |
15 | 2023.06.28 09:37 | sell | 8 | 0.10 | 1.67865 | 0.00000 | 0.00000 | ||
16 | 2023.09.26 12:45 | close | 8 | 0.10 | 1.64611 | 0.00000 | 0.00000 | 210.94 | 10700.94 |
17 | 2023.09.26 12:45 | buy | 9 | 0.10 | 1.64611 | 0.00000 | 0.00000 | ||
18 | 2023.10.12 07:45 | close | 9 | 0.10 | 1.67142 | 0.00000 | 0.00000 | 185.01 | 10885.94 |
19 | 2023.10.12 07:45 | sell | 10 | 0.10 | 1.67142 | 0.00000 | 0.00000 | ||
20 | 2023.10.17 11:40 | close | 10 | 0.10 | 1.66165 | 0.00000 | 0.00000 | 71.24 | 10957.19 |
21 | 2023.10.17 11:40 | buy | 11 | 0.10 | 1.66165 | 0.00000 | 0.00000 | ||
22 | 2023.11.01 11:20 | close | 11 | 0.10 | 1.68385 | 0.00000 | 0.00000 | 162.37 | 11119.55 |
23 | 2023.11.01 11:20 | sell | 12 | 0.10 | 1.68385 | 0.00000 | 0.00000 | ||
24 | 2023.11.03 10:15 | close | 12 | 0.10 | 1.67970 | 0.00000 | 0.00000 | 29.36 | 11148.91 |
25 | 2023.11.03 10:15 | buy | 13 | 0.10 | 1.67970 | 0.00000 | 0.00000 | ||
26 | 2023.11.22 10:20 | close | 13 | 0.10 | 1.71682 | 0.00000 | 0.00000 | 272.46 | 11421.37 |
27 | 2023.11.22 10:20 | sell | 14 | 0.10 | 1.71682 | 0.00000 | 0.00000 | ||
28 | 2023.12.22 10:15 | close | 14 | 0.10 | 1.68704 | 0.00000 | 0.00000 | 209.62 | 11631.00 |
29 | 2023.12.22 10:15 | buy | 15 | 0.10 | 1.68704 | 0.00000 | 0.00000 | ||
30 | 2024.01.11 09:50 | close | 15 | 0.10 | 1.70311 | 0.00000 | 0.00000 | 116.44 | 11747.44 |
31 | 2024.01.11 09:50 | sell | 16 | 0.10 | 1.70311 | 0.00000 | 0.00000 | ||
32 | 2024.02.16 07:20 | close | 16 | 0.10 | 1.69958 | 0.00000 | 0.00000 | 14.24 | 11761.67 |
33 | 2024.02.16 07:20 | buy | 17 | 0.10 | 1.69958 | 0.00000 | 0.00000 | ||
34 | 2024.02.29 12:20 | close | 17 | 0.10 | 1.71756 | 0.00000 | 0.00000 | 131.40 | 11893.08 |
35 | 2024.02.29 12:20 | sell | 18 | 0.10 | 1.71756 | 0.00000 | 0.00000 | ||
36 | 2024.02.29 23:59 | close at stop | 18 | 0.10 | 1.72297 | 0.00000 | 0.00000 | -40.00 | 11853.08 |